A class of almost nowhere differentiable stationary Gaussian processes which are somewhere differentiable

P.L. Davies

doi:10.2307/3212789

A class of almost nowhere differentiable stationary Gaussian processes which are somewhere differentiable

P.L. Davies

Onderzoeksoutput: Bijdrage aan tijdschrift › Tijdschriftartikel › Academic › peer review

Samenvatting

A stationary Gaussian process is exhibited with the following property: the covariance function of the process is not differentiable at the origin and yet almost all the sample paths of the process are differentiable in a set of points of the power of the continuum. The process provides a counter example to a statement of Slepian.

Originele taal-2	Engels
Pagina's (van-tot)	682-684
Aantal pagina's	3
Tijdschrift	Journal of Applied Probability
Volume	10
Nummer van het tijdschrift	3
DOI's	https://doi.org/10.2307/3212789
Status	Gepubliceerd - 1973

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10.2307/3212789

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